scientific article; zbMATH DE number 3560540

MaRDI QIDQ4131463zbMATH OpenFDO

Authors Carla Rossi

Publication date 1973

Mathematics Subject Classification ID

Multivariate analysis (62H99)

Cited in

(3)

• On multivariate extensions of value-at-risk
• On multivariate extensions of conditional-tail-expectation
• Distortions of multivariate distribution functions and associated level curves: applications in multivariate risk theory

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